Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108814.0361 | 192595.8353 | -83781.7992 | -85561.4176 | 58610.4028 | -144171.8204 |
Total P&L (%) | 108.814 | 192.5958 | -83.7818 | -85.5614 | 58.6104 | -144.1718 |
Avg Daily Profit (%) | 0.0869 | 0.1538 | -0.0669 | -0.1544 | 0.0368 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156363 | -83967 | -114016 | -149328 | -93616 | -144389 |
Profit Factor | 1.1068 | 1.4585 | 0.8601 | 0.8964 | 1.1729 | 0.7039 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 126 | 64 | 62 | 126 | 64 | 62 |
Losing Trades | 83 | 40 | 43 | 83 | 40 | 43 |
Profitability (%) | 60.2871 | 61.5385 | 59.0476 | 60.2871 | 61.5385 | 59.0476 |
Ratio Avg Win / Avg Loss | 0.7291 | 0.9116 | 0.5965 | 0.5905 | 0.7331 | 0.4882 |
Largest Winning Trade | 56470 | 56470 | 23071 | 53206 | 53206 | 29403 |
Largest Losing Trade | -72401 | -27808 | -72401 | -99938 | -32558 | -99938 |
Avg Bars in Trades | 11 | 12 | 10 | 11 | 12 | 10 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 15 | 17 | 13 | 15 | 17 | 13 |
Bars Traded | 2415 | 1278 | 1137 | 2415 | 1278 | 1137 |
Profit Streak | 38.7817 | 38.7817 | 59.7817 | 38.7817 | 38.7817 | 59.7817 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -177430 | 327475 | -578149 | -576535 | -173925 | -578149 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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